| Trading Metrics calculated at close of trading on 12-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2010 |
12-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
10,508 |
10,544 |
36 |
0.3% |
10,500 |
| High |
10,550 |
10,594 |
44 |
0.4% |
10,600 |
| Low |
10,444 |
10,532 |
88 |
0.8% |
10,442 |
| Close |
10,548 |
10,573 |
25 |
0.2% |
10,573 |
| Range |
106 |
62 |
-44 |
-41.5% |
158 |
| ATR |
121 |
117 |
-4 |
-3.5% |
0 |
| Volume |
4,556 |
62,908 |
58,352 |
1,280.8% |
71,430 |
|
| Daily Pivots for day following 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,752 |
10,725 |
10,607 |
|
| R3 |
10,690 |
10,663 |
10,590 |
|
| R2 |
10,628 |
10,628 |
10,584 |
|
| R1 |
10,601 |
10,601 |
10,579 |
10,615 |
| PP |
10,566 |
10,566 |
10,566 |
10,573 |
| S1 |
10,539 |
10,539 |
10,567 |
10,553 |
| S2 |
10,504 |
10,504 |
10,562 |
|
| S3 |
10,442 |
10,477 |
10,556 |
|
| S4 |
10,380 |
10,415 |
10,539 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,012 |
10,951 |
10,660 |
|
| R3 |
10,854 |
10,793 |
10,617 |
|
| R2 |
10,696 |
10,696 |
10,602 |
|
| R1 |
10,635 |
10,635 |
10,588 |
10,666 |
| PP |
10,538 |
10,538 |
10,538 |
10,554 |
| S1 |
10,477 |
10,477 |
10,559 |
10,508 |
| S2 |
10,380 |
10,380 |
10,544 |
|
| S3 |
10,222 |
10,319 |
10,530 |
|
| S4 |
10,064 |
10,161 |
10,486 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,600 |
10,442 |
158 |
1.5% |
96 |
0.9% |
83% |
False |
False |
14,286 |
| 10 |
10,600 |
10,263 |
337 |
3.2% |
94 |
0.9% |
92% |
False |
False |
7,540 |
| 20 |
10,600 |
9,891 |
709 |
6.7% |
113 |
1.1% |
96% |
False |
False |
3,889 |
| 40 |
10,622 |
9,731 |
891 |
8.4% |
143 |
1.4% |
95% |
False |
False |
2,002 |
| 60 |
10,622 |
9,731 |
891 |
8.4% |
122 |
1.1% |
95% |
False |
False |
1,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,858 |
|
2.618 |
10,756 |
|
1.618 |
10,694 |
|
1.000 |
10,656 |
|
0.618 |
10,632 |
|
HIGH |
10,594 |
|
0.618 |
10,570 |
|
0.500 |
10,563 |
|
0.382 |
10,556 |
|
LOW |
10,532 |
|
0.618 |
10,494 |
|
1.000 |
10,470 |
|
1.618 |
10,432 |
|
2.618 |
10,370 |
|
4.250 |
10,269 |
|
|
| Fisher Pivots for day following 12-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,570 |
10,555 |
| PP |
10,566 |
10,537 |
| S1 |
10,563 |
10,519 |
|